+66.8%
IBB vs JBHT
+47.5%
+19.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.5% |
| 7D | +1.4% | +4.9% | -3.5% | +0.3% |
| 30D | +10.5% | +0.6% | +9.9% | +10.2% |
| 3M | +23.6% | -3.2% | +26.8% | +24.1% |
| 6M | +22.6% | +17.0% | +5.7% | +17.0% |
| YTD | +25.7% | +41.7% | -16.0% | +14.1% |
| 1Y | +51.4% | +90.0% | -38.6% | +26.4% |
| All | +66.8% | +47.5% | +19.2% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling